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computationawarekalmanexperiments.jl

Code for the paper "Computation-Aware Kalman Filtering and Smoothing"

https://github.com/marvinpfoertner/computationawarekalmanexperiments.jl

Science Score: 67.0%

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    Links to: arxiv.org
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Keywords

kalman-filter probabilistic-numerics rts-smoother
Last synced: 10 months ago · JSON representation ·

Repository

Code for the paper "Computation-Aware Kalman Filtering and Smoothing"

Basic Info
  • Host: GitHub
  • Owner: marvinpfoertner
  • License: mit
  • Language: Julia
  • Default Branch: main
  • Homepage:
  • Size: 201 KB
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kalman-filter probabilistic-numerics rts-smoother
Created about 2 years ago · Last pushed about 1 year ago
Metadata Files
Readme License Citation

README.md

Computation-Aware Kalman Filtering and Smoothing

Code for the experiments in the paper "Computation-Aware Kalman Filtering and Smoothing".

The implementation of the CAKF and CAKS can be found in ComputationAwareKalman.jl.

How to run the ERA5 experiments?

  1. Follow the instructions at https://cds.climate.copernicus.eu/how-to-api to install the cdsapi Python package.
  2. Run experiments/era5/data/download.py to download the dataset.
  3. Rename the NetCDF file downloaded by the script to era5_t2m_2022.nc (or create a symlink).
  4. Run the experiment scripts experiments/era5/{01_filter,02_smoother,03_metrics_ongrid}.jl {3,6,12,24}-{1,2,4,...}.

Citation

If you use this code, please cite our paper

bibtex @misc{Pfoertner2024CAKF, author = {Pf\"ortner, Marvin and Wenger, Jonathan and Cockayne, Jon and Hennig, Philipp}, title = {Computation-Aware {K}alman Filtering and Smoothing}, year = {2024}, publisher = {arXiv}, doi = {10.48550/arxiv.2405.08971}, url = {https://arxiv.org/abs/2405.08971} }

Owner

  • Name: Marvin Pförtner
  • Login: marvinpfoertner
  • Kind: user
  • Location: Tübingen, Germany
  • Company: University of Tübingen

PhD student in Machine Learning at the University of Tübingen

Citation (CITATION.cff) 

cff-version: 1.2.0
message: If you use this code, please cite it as below.
title: ComputationAwareKalmanExperiments.jl
authors:
- name: Marvin Pförtner
license: MIT
url: "https://github.com/marvinpfoertner/ComputationAwareKalmanExperiments.jl"
preferred-citation:
  type: generic
  title: "Computation-Aware Kalman Filtering and Smoothing"
  authors:
  - family-names: Pförtner
    given-names: Marvin
    orcid: "https://orcid.org/0000-0002-9005-2984"
  - family-names: Wenger
    given-names: Jonathan
    orcid: "https://orcid.org/0000-0003-2261-1331"
  - family-names: Cockayne
    given-names: Jon
    orcid: "https://orcid.org/0000-0002-3287-199X"
  - family-names: Hennig
    given-names: Philipp
    orcid: "https://orcid.org/0000-0001-7293-6092"
  year: 2024
  url: "https://arxiv.org/abs/2405.08971"
  identifiers:
    - type: other
      value: "arXiv:2405.08971"
      description: The arXiv preprint of the paper

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